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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2026	0.84
α ARCH Response to squared shocks	-0.0067	-0.21
β GARCH Volatility persistence	0.8222	8.67***
γ leverage Additional response to negative shocks	-0.1663	-10.55***

V-Lab

TDAQ Lift ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TDAQ Lift ETF Analyses